+112.5%
EXC vs VXX
-99.0%
+211.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -1.0% |
| 7D | -1.1% | +2.0% | -3.1% | -0.9% |
| 30D | -3.6% | -7.1% | +3.4% | -4.3% |
| 3M | -4.3% | -28.6% | +24.4% | -7.3% |
| 6M | -9.9% | -44.0% | +34.0% | -14.6% |
| YTD | +1.8% | -31.7% | +33.5% | -1.1% |
| 1Y | +2.9% | -46.3% | +49.2% | -2.2% |
| 3Y | +19.1% | -78.3% | +97.4% | +7.6% |
| 5Y | +44.8% | -95.8% | +140.7% | +8.5% |
| All | +112.5% | -99.0% | +211.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling